Related papers: Receding-Horizon Policy Gradient for Polytopic Con…
Policy gradient methods have become a standard for training reinforcement learning agents in a scalable and efficient manner. However, they do not account for transition uncertainty, whereas learning robust policies can be computationally…
Projected Gradient Descent (PGD) methods offer a simple and scalable approach to topology optimization (TO), yet they often struggle with nonlinear and multi-constraint problems due to the complexity of active-set detection. This paper…
The tensor rank decomposition, also known as canonical polyadic(CP) or simply tensor decomposition, has a long history in multilinear algebra. However, computing a rank decomposition becomes particularly challenging when the rank lies…
We study projection-free methods for functional constrained optimization with convex or smooth nonconvex objectives. Such problems arise in applications such as portfolio optimization and radiation therapy planning, where risk-aware…
Reinforcement learning algorithms such as the deep deterministic policy gradient algorithm (DDPG) has been widely used in continuous control tasks. However, the model-free DDPG algorithm suffers from high sample complexity. In this paper we…
In this paper, we propose a stochastic Primal-Dual Hybrid Gradient (PDHG) approach for solving a wide spectrum of regularized stochastic minimization problems, where the regularization term is composite with a linear function. It has been…
We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…
Recently, coherent digital subcarrier multiplexing (DSCM) technology has become an attractive solution for next-generation ultra-high-speed datacenter interconnects (DCIs). To meet the requirements of low-cost and low-power consumption in…
In this paper, we show that simple {Stochastic} subGradient Decent methods with multiple Restarting, named {\bf RSGD}, can achieve a \textit{linear convergence rate} for a class of non-smooth and non-strongly convex optimization problems…
This paper considers a risk-constrained infinite-horizon optimal control problem and proposes to solve it in an iterative manner. Each iteration of the algorithm generates a trajectory from the starting point to the target equilibrium state…
This paper considers the problem of finding near-optimal Markovian randomized (MR) policies for finite-state-action, infinite-horizon, constrained risk-sensitive Markov decision processes (CRSMDPs). Constraints are in the form of standard…
We propose a receding horizon control strategy that readily handles systems that exhibit interval-wise total energy constraints on the input control sequence. The approach is based on a variable optimization horizon length and contractive…
This article presents a dynamic regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem…
We consider reinforcement learning (RL) methods for finding optimal policies in linear quadratic (LQ) mean field control (MFC) problems over an infinite horizon in continuous time, with common noise and entropy regularization. We study…
A typical bottleneck of model predictive control algorithms is the computational burden in order to compute the receding horizon feedback law which is predominantly determined by the length of the prediction horizon. Based on a relaxed…
We study adaptive aggregation for heterogeneous local SGD in convex finite-sum optimization, allowing heterogeneous local horizons, minibatch sizes, gradient noise, and participation. We introduce HEW-Local SGD, a corrected local-SGD method…
While there is an extensive body of research analyzing policy gradient methods for discounted cumulative-reward MDPs, prior work on policy gradient methods for average-reward MDPs has been limited, with most existing results restricted to…
In this paper, we propose a new algorithm PPG (Proximal Policy Gradient), which is close to both VPG (vanilla policy gradient) and PPO (proximal policy optimization). The PPG objective is a partial variation of the VPG objective and the…
Engineering design tasks often require synthesizing new designs that meet desired performance requirements. The conventional design process, which requires iterative optimization and performance evaluation, is slow and dependent on initial…
Probabilistic hyperproperties specify quantitative relations between the probabilities of reaching different target sets of states from different initial sets of states. This class of behavioral properties is suitable for capturing…